jaredhuling / oem

Penalized least squares estimation using the Orthogonalizing EM (OEM) algorithm
http://jaredhuling.org/oem
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add sparse group lasso and other sparse group penalties #7

Closed jaredhuling closed 7 years ago

jaredhuling commented 7 years ago

this will require only minor changes (ie prox operator of nested penalties has simple composite form)